-2.7%
CEG vs SPXS
-40.2%
+37.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +5.5% |
| 7D | +8.0% | -0.1% | +8.1% | +8.0% |
| 30D | +12.9% | +0.8% | +12.1% | +13.5% |
| 3M | +13.2% | -4.7% | +17.9% | +12.2% |
| 6M | -7.0% | -29.6% | +22.6% | -17.2% |
| YTD | -15.0% | -29.8% | +14.8% | -23.7% |
| 1Y | -2.7% | -38.9% | +36.2% | -22.7% |
| All | -2.7% | -40.2% | +37.5% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPXS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling